Dear Manuel,
Also note that lmrob has some extensions that aim to improve
performance for small data sets (setting="KS2011"). Details and
references are given in the help files of lmrob and lmrob.control.
Thank you. I am looking at your paper right now.
I am guessing that it may be cheap and useful to increase max.it from the
default 50 to something like 1000 (like in the lmrob.control help page).
Is there another variable (or small number of variables) that I can
similarly increase if I am trying to use the function in a semi-automatic
manner on a large number of datasets ?
Very best, Suresh
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